Anic Equity¶

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Total return since start: 0.613 %¶

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Equity now: -----------------------------> 49264.23 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45203.02 Kr¶

PnL: ---------------------------------------> 147.02 Kr¶

DD now: ---------------------------------> -7.259 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-04 09:39:55.365104'

Anic Portfolio¶

Today¶

Return: 0.8 %¶

This Week¶

Return: -0.079 %¶

Total portfolio value¶

Return including deposits: 61.278 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 0.920000 1676.160000 207.160000 14.100000 1468.999998
Sedana Medical 93 5.210000 2702.580000 181.580000 7.200000 2521.000011
Orrön Energy 180 4.680000 2152.800000 109.800000 5.370000 2043.000000
Platzer Fastigheter Holding B 12 2.100000 990.000000 29.000000 3.020000 960.999996
Sagax A 4 2.330000 880.000000 26.000000 3.040000 854.000000
Atrium Ljungberg B 5 0.840000 960.500000 25.500000 2.730000 935.000000
Sagax B 4 1.430000 879.200000 25.200000 2.950000 854.000000
Catena 2 1.440000 814.800000 22.800000 2.880000 792.000000
Hoist Finance 35 -0.170000 1002.750000 22.750000 2.320000 980.000000
Gränges 9 1.360000 940.500000 12.500000 1.350000 927.999999
JM 6 -0.210000 876.000000 12.000000 1.390000 864.000000
Hexatronic Group 12 0.990000 977.760000 10.760000 1.110000 966.999996
BioGaia B 8 0.170000 936.000000 6.000000 0.650000 930.000000
Biotage 7 0.220000 945.000000 4.000000 0.430000 940.999997
Clas Ohlson B 12 0.060000 975.000000 2.000000 0.210000 972.999996
Byggmax Group 33 0.480000 957.660000 1.660000 0.170000 956.000001
AcadeMedia 8 0.500000 402.800000 0.800000 0.200000 402.000000
Bilia A 8 0.000000 900.000000 0.000000 0.000000 900.000000
EQT 4 0.430000 831.600000 -0.400000 -0.050000 832.000000
HEXPOL B 9 -0.960000 1017.900000 -3.100000 -0.300000 1020.999996
Alimak Group 11 0.480000 921.800000 -6.200000 -0.670000 927.999996
OX2 13 0.350000 943.800000 -6.200000 -0.650000 949.999999
ASSA ABLOY B 3 -0.430000 772.500000 -6.500000 -0.830000 779.000001
Creaspac SPAC 39 0.110000 3701.100000 -16.900000 -0.450000 3717.999987
VEF 909 0.800000 1832.540000 -17.460000 -0.940000 1850.000436
SKF B 5 -1.100000 921.750000 -18.250000 -1.940000 940.000000
Nordic Waterproofing Holding 7 0.300000 946.400000 -20.600000 -2.130000 966.999999
Addnode Group B 11 -1.160000 891.000000 -30.000000 -3.260000 921.000003
Latour B 4 -0.100000 817.200000 -39.800000 -4.640000 857.000000
Vitec Software Group B 2 0.290000 1045.000000 -42.000000 -3.860000 1087.000000
Indutrade 5 0.860000 1171.000000 -47.000000 -3.860000 1218.000000
Bufab 3 -0.460000 1048.200000 -60.800000 -5.480000 1109.000001
Hexagon B 26 0.230000 3398.200000 -62.800000 -1.810000 3461.000010
BHG Group 97 1.360000 1373.520000 -85.480000 -5.860000 1458.999989
INVISIO 16 0.000000 3600.000000 -89.000000 -2.410000 3689.000000
TOTAL 45203.020000 147.020000 -7.25921% 45056.000411

Updated:¶

'2023-07-04 09:40:11.910927'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶